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We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the asset is driven by Browni ...
In this thesis, we investigate methods for the practical and accurate localization of Internet performance problems. The methods we propose belong to the field of network loss tomography, that is, they infer the loss characteristics of links from end-to-en ...
Aim We investigate the long-standing question of whether the small size of microbes allows most microbial species to colonize all suitable sites around the globe or whether their ranges are limited by opportunities for dispersal. In this study we use a mod ...
In this paper, we study the redundancy of Huffman codes. In particular, we consider sources for which the probability of one of the source symbols is known. We prove a conjecture of Ye and Yeung regarding the upper bound on the redundancy of such Huffman c ...
Are some banks prone to perform poorly during crises? If yes, why? In this paper, we show that a bank's stock return performance during the 1998 crisis predicts its stock return performance and probability of failure during the recent financial crisis. Thi ...
Available risk analysis techniques are well adapted to industry since they were developed for its purpose. All hazards met in industry are also present in research/academia (although quantities of some hazardous substances are smaller). Still, because of i ...
Roles are a key aspect of social interactions, as they contribute to the overall predictability of social behavior (a necessary requirement to deal effectively with the people around us), and they result in stable, possibly machine-detectable behavioral pa ...
The establishment of climate-based daylight modeling within research and practice has led to a fundamental reassessment of both the basis and purpose of daylight metrics. Whilst there is no consensus yet on the precise nature of the metric(s) that should r ...
We investigate how the network connectivity can affect the degrees of freedom (DoF) of wireless networks. We consider a network of n source-destination (SD) pairs and assume that any two nodes are connected with a positive probability p, independent of oth ...
In this paper, a blackout risk assessment method is proposed considering the effects of cascading outages, the active power and frequency response of the system. Here, the Monte Carlo Simulation (MCS) is used to analyze the risk of blackouts by generating ...